Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52076.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47913.11 Kr¶

PnL: ---------------------------------------> -1013.39 Kr¶

DD now: ---------------------------------> -1.965 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 17:04:35.925309'

Anic Portfolio¶

Today¶

Return: -0.458 %¶

This Week¶

Return: -0.458 %¶

Total portfolio value¶

Return including deposits: 70.486 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.450000 877.500000 32.500000 3.850000 845.000001
Svolder B 35 1.950000 2198.000000 24.500000 1.130000 2173.500000
BHG Group 49 -5.410000 659.050000 20.050000 3.140000 638.999984
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Embracer Group B 26 0.460000 677.170000 15.170000 2.290000 661.999988
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
Vitrolife 3 2.040000 689.400000 12.400000 1.830000 677.000001
SynAct Pharma 9 -2.540000 657.000000 12.000000 1.860000 645.000003
Indutrade 5 1.340000 1328.000000 8.000000 0.610000 1320.000000
Sdiptech B 3 0.000000 829.200000 7.200000 0.880000 822.000000
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Fortnox 10 4.080000 673.400000 5.400000 0.810000 668.000000
Latour B 2 1.520000 452.800000 3.800000 0.850000 449.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Nolato B 12 -1.640000 647.400000 -0.600000 -0.090000 648.000000
NCC B 7 -0.850000 653.100000 -0.900000 -0.140000 653.999997
Volati 5 -3.370000 573.000000 -1.000000 -0.170000 574.000000
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.600000 499.000000 -6.000000 -1.190000 505.000000
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
Investor B 3 0.560000 649.200000 -8.800000 -1.340000 657.999999
SCA A 4 -0.410000 588.000000 -11.000000 -1.840000 599.000000
BONESUPPORT HOLDING 10 -1.620000 1213.000000 -11.000000 -0.900000 1224.000000
Humana 40 2.110000 656.800000 -17.200000 -2.550000 674.000000
Ambea 68 0.880000 2480.640000 -56.360000 -2.220000 2537.000032
Lundin Gold 7 0.620000 915.600000 -58.400000 -6.000000 973.999999
Creades A 7 1.360000 549.150000 -61.850000 -10.120000 610.999998
Balco Group 39 -2.830000 1807.650000 -67.350000 -3.590000 1874.999997
Investor A 16 0.370000 3468.800000 -76.200000 -2.150000 3545.000000
Gaming Innovation Group 161 1.000000 4081.350000 -106.650000 -2.550000 4187.999942
New Wave B 40 -1.490000 3762.000000 -154.000000 -3.930000 3916.000000
Sedana Medical 135 -6.090000 4160.700000 -170.300000 -3.930000 4330.999935
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -2.920000 2582.600000 -384.400000 -12.960000 2966.999993
TOTAL 47913.110000 -1013.390000 -1.9648% 48926.499863

Updated:¶

'2023-06-13 17:04:53.609991'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶